-12.1%
GAP vs ARMK
+42.9%
-55.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -5.2% | +7.1% | -12.3% | -6.6% |
| 30D | -6.9% | -1.6% | -5.3% | -6.7% |
| 3M | +5.7% | -10.5% | +16.3% | +8.9% |
| 6M | +0.9% | +11.8% | -10.9% | -4.3% |
| YTD | -14.5% | +47.3% | -61.7% | -31.1% |
| 1Y | -12.1% | +41.5% | -53.6% | -27.1% |
| All | -12.1% | +42.9% | -55.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling